+380.3%
NDAQ vs ESI
+308.3%
+72.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.6% |
| 7D | -1.6% | +3.9% | -5.5% | -2.5% |
| 30D | -1.5% | -3.8% | +2.3% | -0.7% |
| 3M | +8.0% | -13.1% | +21.2% | +10.4% |
| 6M | +7.7% | +11.3% | -3.6% | +1.6% |
| YTD | -2.3% | +44.1% | -46.4% | -14.9% |
| 1Y | +0.6% | +40.3% | -39.8% | -12.2% |
| 3Y | +90.9% | +84.1% | +6.9% | +50.6% |
| 5Y | +52.5% | +75.8% | -23.3% | +19.5% |
| 10Y | +380.3% | +320.7% | +59.6% | +180.7% |
| All | +380.3% | +308.3% | +72.0% | +180.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ESI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling